+130.1%
VALE vs CNH
+64.7%
+65.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -2.4% |
| 7D | +1.6% | +23.3% | -21.7% | -9.5% |
| 30D | +5.1% | +33.5% | -28.3% | -10.8% |
| 3M | -0.4% | +32.7% | -33.1% | -16.1% |
| 6M | -2.2% | +22.2% | -24.4% | -14.7% |
| YTD | +20.5% | +57.7% | -37.2% | -9.4% |
| 1Y | +61.2% | +28.0% | +33.2% | +34.9% |
| 3Y | +43.1% | +11.5% | +31.6% | +22.6% |
| 5Y | +34.0% | +11.9% | +22.1% | +8.5% |
| 10Y | +469.7% | +162.8% | +306.9% | +132.9% |
| All | +130.1% | +64.7% | +65.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling